On something generic like a DPM kit, I'll generally paint everything unassembled. I start by shooting the interior surfaces with flat black to prevent light leaks, then I'll hit the exterior with the overall body color. Since DPM windows are cast as part of the wall, once the exterior paint color is cured, I take clear packing tape and mask the wall, then cut out the window openings so I can shoot them with white, or what ever color I'm using. This cures the tedium of hand painting the individual frames and sashes.
Then I go back over it with a brush to do the little touch ups.
On other kits, I'll shoot the black unassembled, then build up sub-assemblies, such as the roof system as a unit, the exterior walls, etc. These then get the exterior paint before the addition of windows and details.
The key is to break down the process so you don't end up creating work for yourself!
Lee